SEB True Market Neutral Portfolio does exactly what it says on the tin. This fund of hedge funds run by portfolio manager Otto Francke at SEB Merchant Banking is concentrated on pure alpha-generating market neutral hedge fund managers.
“What’s important to us,” explains Francke, “are return, volatility and risk and a portfolio that is not correlated to the market. These are the three pillars. To evaluate returns you need to focus on individual risk, what kind of volatility there is in the portfol
The week on Risk.net, December 2–8, 2017Receive this by email